Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52298.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45963.31 Kr¶

PnL: ---------------------------------------> -789.69 Kr¶

DD now: ---------------------------------> -1.547 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:25:41.848003'

Anic Portfolio¶

Today¶

Return: -0.034 %¶

This Week¶

Return: -0.034 %¶

Total portfolio value¶

Return including deposits: 71.211 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.530000 679.140000 40.140000 6.280000 638.999984
Embracer Group B 26 2.240000 689.130000 27.130000 4.100000 661.999988
Indutrade 5 2.210000 1339.500000 19.500000 1.480000 1320.000000
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Xvivo Perfusion 3 0.000000 856.500000 11.500000 1.360000 845.000001
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Sdiptech B 3 0.400000 832.500000 10.500000 1.280000 822.000000
Addnode Group B 6 1.520000 760.800000 8.800000 1.170000 751.999998
Vitrolife 3 1.420000 685.200000 8.200000 1.210000 677.000001
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Fortnox 10 3.770000 671.400000 3.400000 0.510000 668.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sedana Medical 135 -2.380000 4325.400000 -5.600000 -0.130000 4330.999935
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Investor B 3 0.670000 649.950000 -8.050000 -1.220000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -0.730000 1846.650000 -28.350000 -1.510000 1874.999997
Ambea 68 1.160000 2487.440000 -49.560000 -1.950000 2537.000032
Lundin Gold 7 0.920000 918.400000 -55.600000 -5.710000 973.999999
Creades A 7 1.160000 548.100000 -62.900000 -10.290000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -0.130000 3814.000000 -102.000000 -2.600000 3916.000000
Gaming Innovation Group 161 0.400000 4057.200000 -130.800000 -3.120000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45963.310000 -789.690000 -1.54745% 46752.999863

Updated:¶

'2023-06-13 11:26:00.389084'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶